Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs 0 0 0 0 0 1 3 8
Dealing with the Inventory Risk. A solution to the market making problem 0 0 0 0 0 0 1 1
Dealing with the Inventory Risk. A solution to the market making problem 0 3 4 88 2 9 36 332
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 2 4 9 76 3 8 26 149
General Intensity Shapes in Optimal Liquidation 0 0 0 26 0 0 4 84
How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program 0 0 3 22 0 1 9 18
Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency 0 0 19 19 0 0 10 10
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 1 2 4 48 2 4 14 107
Market impacts and the life cycle of investors orders 0 0 3 7 0 1 10 20
Market microstructure: confronting many viewpoints 0 0 0 0 0 0 5 13
Mean Field Game of Controls and An Application To Trade Crowding 0 1 16 16 0 1 5 5
Mini-symposium on automatic differentiation and its applications in the financial industry 1 9 9 9 2 7 7 7
OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE 0 1 7 9 0 1 12 19
Optimal Portfolio Liquidation with Limit Orders 0 0 0 0 0 1 1 1
Optimal Portfolio Liquidation with Limit Orders 0 0 0 67 0 1 13 184
Optimal algorithmic trading and market microstructure 1 3 17 210 2 4 49 351
Optimal posting price of limit orders: learning by trading 0 0 1 52 0 0 4 151
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 84 0 0 5 162
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 0 34 0 0 2 64
Optimal starting times, stopping times and risk measures for algorithmic trading 0 2 5 63 0 2 24 156
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 2 56 1 1 7 90
Optimal trading algorithms and selfsimilar processes: a p-variation approach 1 2 6 57 2 3 12 135
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 6 39 0 1 8 65
Simulating and analyzing order book data: The queue-reactive model 0 0 3 29 0 0 8 49
Total Working Papers 6 28 114 1,011 14 46 275 2,181


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION 0 0 0 0 0 0 3 12
Real-time market microstructure analysis: online transaction cost analysis 0 0 1 6 1 1 7 36
Simulating and Analyzing Order Book Data: The Queue-Reactive Model 0 0 3 3 0 0 6 7
Total Journal Articles 0 0 4 9 1 1 16 55
1 registered items for which data could not be found


Statistics updated 2017-06-02